Monotonic minimax estimators of a 2×2 covariance matrix (Q4036393)
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scientific article; zbMATH DE number 168742
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| English | Monotonic minimax estimators of a 2×2 covariance matrix |
scientific article; zbMATH DE number 168742 |
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Monotonic minimax estimators of a 2×2 covariance matrix (English)
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16 May 1993
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groups
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covariance matrix
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bivariate normal population
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monotonicity property
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comparisons with Stein estimators
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nonsingular Wishart distribution
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minimax estimators
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entropy loss
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orthogonally invariant estimators
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0.92483234
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0.88811296
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0.8849815
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